Open AccessTesting of equivalence of portfolios with the maximum Sharpe ratio and the maximum expected utility
Author(s) -
M. V. Zabolotskyy,
Taras Zabolotskyy
Publication year - 2019
Publication title -
vìsnik lʹvìvsʹkogo unìversitetu. serìâ mehanìko-matematična
Language(s) - English
Resource type - Journals
ISSN - 2078-3744
DOI - 10.30970/vmm.2019.88.128-133
Subject(s) - sharpe ratio , equivalence (formal languages) , mathematics , econometrics , economics , mathematical economics , portfolio , financial economics , discrete mathematics